Sophie Ladoucette

• Ladoucette, S.A. and Teugels, J.L. (2007) Exact and asymptotic properties for a generic reinsurance layer based on an ordered claim size, Scandinavian Actuarial Journal, to appear.
  
  
• Albrecher, H., Ladoucette, S.A. and Schoutens, W. (2007) A generic one-factor Lévy model for pricing synthetic CDOs, In: Advances in Mathematical Finance, R.J. Elliott, M.C. Fu, R.A. Jarrow, J-Y Yen (Eds), Birkhäuser, pp. 259--277.
  
  
• Ladoucette, S.A. (2007) Asymptotic behavior of the moments of the ratio of the random sum of squares to the square of the random sum, Statistics & Probability Letters, 77(10):1021--1033.
  
  
• Ladoucette, S.A. and Teugels, J.L. (2007) Asymptotics for ratios with applications to reinsurance, Methodology and Computing in Applied Probability, 9(2):225--242.
  
  
• Ladoucette, S.A. and Teugels, J.L. (2006) Limit distributions for the ratio of the random sum of squares to the square of the random sum with applications to risk measures, Publications de l'Institut Mathématique, 80(94):219--240.
  
  
• Ladoucette, S.A. and Teugels, J.L. (2006) Analysis of risk measures for reinsurance layers, Insurance: Mathematics & Economics, 38(3):630--639.
  
  
• Ladoucette, S.A. and Teugels, J.L. (2006) Reinsurance of large claims, Journal of Computational and Applied Mathematics, 186(1):163--190.